+5,887.0%
CDNS vs CI
+7,591.2%
-1,704.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.6% |
| 7D | -14.0% | +1.3% | -15.3% | -14.4% |
| 30D | -13.2% | +4.4% | -17.6% | -14.4% |
| 3M | -28.9% | +0.7% | -29.6% | -29.3% |
| 6M | -4.2% | +0.3% | -4.5% | -5.1% |
| YTD | -6.4% | +3.8% | -10.2% | -8.3% |
| 1Y | -16.2% | -5.5% | -10.7% | -16.6% |
| 3Y | +20.2% | +8.1% | +12.1% | +11.1% |
| 5Y | +76.6% | +42.8% | +33.8% | +47.4% |
| 10Y | +1,029.7% | +143.9% | +885.8% | +662.3% |
| All | +5,887.0% | +7,591.2% | -1,704.2% | +942.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling